East West Bancorp Inc (EWBC)
76.02
-0.34
(-0.45%)
USD |
NASDAQ |
Apr 26, 16:00
76.02
0.00 (0.00%)
After-Hours: 16:59
East West Bancorp Max Drawdown (5Y): 67.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.67% |
February 29, 2024 | 67.67% |
January 31, 2024 | 67.67% |
December 31, 2023 | 67.67% |
November 30, 2023 | 67.67% |
October 31, 2023 | 67.67% |
September 30, 2023 | 67.67% |
August 31, 2023 | 67.67% |
July 31, 2023 | 67.67% |
June 30, 2023 | 67.67% |
May 31, 2023 | 67.67% |
April 30, 2023 | 67.67% |
March 31, 2023 | 67.67% |
February 28, 2023 | 67.67% |
January 31, 2023 | 67.67% |
December 31, 2022 | 67.67% |
November 30, 2022 | 67.67% |
October 31, 2022 | 67.67% |
September 30, 2022 | 67.67% |
August 31, 2022 | 67.67% |
July 31, 2022 | 67.67% |
June 30, 2022 | 67.67% |
May 31, 2022 | 67.67% |
April 30, 2022 | 67.67% |
March 31, 2022 | 67.67% |
Date | Value |
---|---|
February 28, 2022 | 67.67% |
January 31, 2022 | 67.67% |
December 31, 2021 | 67.67% |
November 30, 2021 | 67.67% |
October 31, 2021 | 67.67% |
September 30, 2021 | 67.67% |
August 31, 2021 | 67.67% |
July 31, 2021 | 67.67% |
June 30, 2021 | 67.67% |
May 31, 2021 | 67.67% |
April 30, 2021 | 67.67% |
March 31, 2021 | 67.67% |
February 28, 2021 | 67.67% |
January 31, 2021 | 67.67% |
December 31, 2020 | 67.67% |
November 30, 2020 | 67.67% |
October 31, 2020 | 67.67% |
September 30, 2020 | 67.67% |
August 31, 2020 | 67.67% |
July 31, 2020 | 67.67% |
June 30, 2020 | 67.67% |
May 31, 2020 | 67.67% |
April 30, 2020 | 67.67% |
March 31, 2020 | 63.46% |
February 29, 2020 | 46.96% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
44.16%
Minimum
Apr 2019
67.67%
Maximum
Apr 2020
63.61%
Average
67.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Webster Financial Corp | 71.99% |
Huntington Bancshares Inc | 55.00% |
Bank OZK | 70.41% |
Pinnacle Financial Partners Inc | 57.42% |
Valley National Bancorp | 53.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.78 |
Beta (5Y) | 1.389 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.53% |
Historical Sharpe Ratio (5Y) | 0.2732 |
Historical Sortino (5Y) | 0.4091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.13% |